ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	119-227	120-122	0-215	0.6%	120-012
High	120-102	120-175	0-073	0.2%	120-175
Low	119-207	120-112	0-225	0.6%	119-187
Close	120-067	120-157	0-090	0.2%	120-157
Range	0-215	0-063	-0-152	-70.7%	0-308
ATR	0-125	0-124	-0-001	-1.0%	0-000
Volume	18,390	6,270	-12,120	-65.9%	58,403

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-017	120-310	120-192
R3	120-274	120-247	120-174
R2	120-211	120-211	120-169
R1	120-184	120-184	120-163	120-198
PP	120-148	120-148	120-148	120-155
S1	120-121	120-121	120-151	120-134
S2	120-085	120-085	120-145
S3	120-022	120-058	120-140
S4	119-279	119-315	120-122

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-030	122-242	121-006
R3	122-042	121-254	120-242
R2	121-054	121-054	120-213
R1	120-266	120-266	120-185	121-000
PP	120-066	120-066	120-066	120-094
S1	119-278	119-278	120-129	120-012
S2	119-078	119-078	120-101
S3	118-090	118-290	120-072
S4	117-102	117-302	119-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-175	119-187	0-308	0.8%	0-122	0.3%	94%	True	False	11,680
10	120-175	119-187	0-308	0.8%	0-112	0.3%	94%	True	False	17,205
20	121-047	119-187	1-180	1.3%	0-123	0.3%	58%	False	False	470,805
40	121-047	119-052	1-315	1.6%	0-122	0.3%	67%	False	False	532,260
60	121-047	118-185	2-182	2.1%	0-126	0.3%	74%	False	False	552,299
80	121-047	118-037	3-010	2.5%	0-127	0.3%	78%	False	False	587,700
100	121-047	118-037	3-010	2.5%	0-124	0.3%	78%	False	False	500,477

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-123
2.618	121-020
1.618	120-277
1.000	120-238
0.618	120-214
HIGH	120-175
0.618	120-151
0.500	120-144
0.382	120-136
LOW	120-112
0.618	120-073
1.000	120-049
1.618	120-010
2.618	119-267
4.250	119-164

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	120-152	120-112
PP	120-148	120-067
S1	120-144	120-022

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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